Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.477350 0.531308 0.591204 0.663064 0.747526 0.844378 0.964905
2025-01-26 0.415188 0.483516 0.564389 0.668518 0.801056 0.966982 1.195174
2025-02-02 0.373556 0.450302 0.545764 0.675842 0.852760 1.091788 1.451943
2025-02-09 0.336884 0.417184 0.521075 0.669312 0.882461 1.190182 1.694030
2025-02-16 0.311322 0.394700 0.506382 0.672503 0.924023 1.310973 1.999509
2025-02-23 0.282508 0.364513 0.477268 0.650436 0.923489 1.365754 2.209825
2025-03-02 0.256451 0.335568 0.446668 0.621812 0.907476 1.390924 2.372386
2025-03-09 0.243320 0.323544 0.438968 0.626582 0.945172 1.514037 2.762819
2025-03-16 0.236603 0.319991 0.443111 0.649965 1.017215 1.714140 3.392700
2025-03-23 0.227677 0.312321 0.440048 0.660814 1.068327 1.885234 4.032328
2025-03-30 0.218101 0.302864 0.433212 0.664192 1.105681 2.036398 4.696269
2025-04-06 0.207951 0.291769 0.422749 0.659879 1.127142 2.157590 5.341418
2025-04-13 0.193715 0.273769 0.400291 0.632863 1.101306 2.169071 5.669506
2025-04-20 0.187021 0.267271 0.396341 0.639312 1.146005 2.364425 6.777650
2025-04-27 0.181103 0.261601 0.393279 0.646998 1.194717 2.585784 8.194921
2025-05-04 0.173459 0.252633 0.383847 0.641311 1.212564 2.729270 9.431361
2025-05-11 0.167859 0.246691 0.379229 0.644596 1.251845 2.948798 11.327476
2025-05-18 0.159074 0.234949 0.363539 0.623927 1.230297 2.975662 12.190688
2025-05-25 0.149993 0.222297 0.345510 0.596969 1.189732 2.931915 12.588824
2025-06-01 0.146065 0.218204 0.342718 0.601529 1.229480 3.170165 15.325081
2025-06-08 0.144785 0.218540 0.347990 0.623658 1.318942 3.622385 20.931051
2025-06-15 0.141982 0.216066 0.347830 0.633924 1.378689 3.994694 27.223830
2025-06-22 0.138462 0.212146 0.344657 0.637125 1.419358 4.311871 34.417145